+137,736.4%
AMAT vs CNP
+1,826.3%
+135,910.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.5% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | -14.8% | -1.8% | -13.0% | -14.5% |
| 3M | -9.3% | -4.6% | -4.6% | -8.7% |
| 6M | +27.4% | -8.8% | +36.2% | +29.1% |
| YTD | +77.6% | +5.2% | +72.3% | +74.9% |
| 1Y | +188.9% | +8.3% | +180.6% | +182.6% |
| 3Y | +202.3% | +54.9% | +147.4% | +173.1% |
| 5Y | +248.9% | +73.5% | +175.4% | +207.9% |
| 10Y | +1,585.2% | +139.1% | +1,446.1% | +1,277.5% |
| All | +137,736.4% | +1,826.3% | +135,910.0% | +63,228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling